L Vy Processes

Author by : Jean Bertoin
Language : en
Publisher by : Cambridge University Press
Format Available : PDF, ePub, Mobi
Total Read : 57
Total Download : 238
File Size : 50,9 Mb
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Description : This 1996 book is a comprehensive account of the theory of Lévy processes; aimed at probability theorists.


Nonlinear Filtering

Author by : Jitendra R. Raol
Language : en
Publisher by : CRC Press
Format Available : PDF, ePub, Mobi
Total Read : 9
Total Download : 147
File Size : 45,5 Mb
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Description : Nonlinear Filtering covers linear and nonlinear filtering in a comprehensive manner, with appropriate theoretic and practical development. Aspects of modeling, estimation, recursive filtering, linear filtering, and nonlinear filtering are presented with appropriate and sufficient mathematics. A modeling-control-system approach is used when applicable, and detailed practical applications are presented to elucidate the analysis and filtering concepts. MATLAB routines are included, and examples from a wide range of engineering applications - including aerospace, automated manufacturing, robotics, and advanced control systems - are referenced throughout the text.


American Doctoral Dissertations

Author by :
Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 84
Total Download : 805
File Size : 50,9 Mb
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Description :


Encyclopaedia Of Mathematics

Author by : M. Hazewinkel
Language : en
Publisher by : Springer
Format Available : PDF, ePub, Mobi
Total Read : 18
Total Download : 189
File Size : 40,6 Mb
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Description :


Encyclopaedia Of Mathematics

Author by : Michiel Hazewinkel
Language : en
Publisher by : Springer Science & Business Media
Format Available : PDF, ePub, Mobi
Total Read : 85
Total Download : 558
File Size : 49,7 Mb
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Description : This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.


Essentials Of Brownian Motion And Diffusion

Author by : Frank B. Knight
Language : en
Publisher by : American Mathematical Soc.
Format Available : PDF, ePub, Mobi
Total Read : 16
Total Download : 960
File Size : 53,8 Mb
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Description : The book aims to develop the topic of what is loosely called Brownian motion and diffusion theory in such a way as to make the fundamentals accessible to a nonspecialist in the field and to provide a sound basic grasp of the subject without going into the most refined of the technicalities. The intent has been to select and emphasize those results which either have an immediate observational meaning or which seem to contribute most to a general understanding of the subject. The first part of the book presents general properties of the Brownian motion, including the definition, probabilistic and analytic properties, general Markov methods, generalizations, and applications. The second part contains the study of local times (in particular, the Trotter theorem) and various types of boundary conditions for Brownian motion.


Business Cycles Theories Evidence And Analysis

Author by : Niels Thygesen
Language : en
Publisher by : Springer
Format Available : PDF, ePub, Mobi
Total Read : 53
Total Download : 375
File Size : 48,9 Mb
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Description : The new classical revolution seems to have transformed macroeconomics into the theory of economic fluctuations. It is, in a sense, a return to the origins of macroeconomics as a discipline as fashioned by Hayek, Keynes and Lindahl. But the scope has shifted in the intervening five decades and more. It is this new scope - and the new tools that forge its expansion - that are surveyed and analysed in this volume.


General Theory Of Markov Processes

Author by :
Language : en
Publisher by : Academic Press
Format Available : PDF, ePub, Mobi
Total Read : 78
Total Download : 558
File Size : 46,5 Mb
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Description : General Theory of Markov Processes


Mathematical Reviews

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Language : en
Publisher by :
Format Available : PDF, ePub, Mobi
Total Read : 85
Total Download : 193
File Size : 42,8 Mb
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Description :